Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47818.5 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46423.61 Kr¶

PnL: ---------------------------------------> -464.96 Kr¶

DD now: ---------------------------------> -1.669 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:28:07.205844'

Anic Portfolio¶

Today¶

Return: -0.449 %¶

This Week¶

Return: 0.6 %¶

Total¶

Return: 56.545 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.560000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 -0.660000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -3.180000 664.930000 87.930000 15.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.320000 439.000000 84.000000 23.660000 355.000000
Boozt 12 1.420000 1718.400000 64.400000 3.890000 1653.999996
HMS Networks 2 0.060000 717.600000 44.600000 6.630000 673.000000
OEM International B 7 1.400000 556.500000 28.500000 5.400000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.510000 548.600000 21.600000 4.100000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.340000 1168.000000 19.000000 1.650000 1149.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -3.730000 259.920000 13.920000 5.660000 246.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
SAAB B 8 1.660000 3386.400000 9.400000 0.280000 3377.000000
Essity B 2 0.000000 582.800000 8.800000 1.530000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
AcadeMedia 12 -0.340000 562.080000 5.080000 0.910000 557.000004
Resurs Holding 22 -1.390000 577.720000 3.720000 0.650000 573.999998
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 0.060000 570.480000 0.480000 0.080000 570.000000
Midsona B 63 -4.240000 583.380000 0.380000 0.070000 582.999984
CTEK 13 -1.870000 531.440000 -2.560000 -0.480000 533.999999
Handelsbanken A 5 -1.320000 542.250000 -3.750000 -0.690000 546.000000
Swedbank A 3 -0.770000 559.500000 -4.500000 -0.800000 564.000000
Nordea Bank Abp 29 -0.570000 3448.680000 -5.320000 -0.150000 3453.999992
International Petroleum Corp. 5 1.680000 544.000000 -50.570000 -8.510000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.370000 3780.000000 -70.000000 -1.820000 3850.000000
OX2 18 0.180000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.250000 3589.300000 -166.700000 -4.440000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -4.490000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46423.610000 -464.960000 -1.6685% 46888.564618

Updated:¶

'2023-01-17 16:28:19.762904'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶